MomCumCFUSN {MultiStatM} | R Documentation |
Moments and cumulants CFUSN
Description
Provides the theoretical cumulants of the multivariate Canonical Fundamental Skew Normal distribution
Usage
MomCumCFUSN(r, d, p, Delta, nMu = FALSE)
Arguments
r |
The highest cumulant order |
d |
The multivariate dimension and number of rows of the skewness matrix Delta |
p |
The number of cols of the skewness matrix Delta |
Delta |
The skewness matrix |
nMu |
If set to TRUE, the list of the first r d-variate moments is provided |
Value
The list of theoretical cumulants in vector form
References
Gy.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021, Lemma 5.3 p.251
See Also
Other Moments and cumulants:
Cum2Mom()
,
EVSKSkewNorm()
,
EVSKUniS()
,
Mom2Cum()
,
MomCumSkewNorm()
,
MomCumUniS()
,
MomCumZabs()
Examples
r <- 4; d <- 2; p <- 3
Lamd <- matrix(sample(1:50-25, d*p), nrow=d)
ieg<- eigen(diag(p)+t(Lamd)%*%Lamd)
V <- ieg$vectors
Delta <-Lamd %*% V %*% diag(1/sqrt(ieg$values)) %*% t(V)
MomCum <- MomCumCFUSN(r,d,p,Delta)
[Package MultiStatM version 2.0.0 Index]